+220.4%
SLV vs FN
+3,620.5%
-3,400.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.3% | -1.4% |
| 7D | -0.3% | -1.7% | +1.3% | -0.2% |
| 30D | +6.7% | -22.0% | +28.7% | +8.4% |
| 3M | -10.7% | -43.0% | +32.3% | -7.5% |
| 6M | -20.6% | -27.7% | +7.1% | -19.4% |
| YTD | -7.1% | -10.5% | +3.4% | -7.1% |
| 1Y | +62.0% | +12.5% | +49.5% | +59.5% |
| 3Y | +169.8% | +153.8% | +16.0% | +149.9% |
| 5Y | +161.5% | +288.0% | -126.5% | +135.1% |
| 10Y | +224.4% | +906.4% | -682.0% | +177.1% |
| All | +220.4% | +3,620.5% | -3,400.1% | +163.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling